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Intro Suppose that you are managing a portfolio with a standard deviation of 38% and an expected return of 17%. The Treasury bill rate is
Intro Suppose that you are managing a portfolio with a standard deviation of 38% and an expected return of 17%. The Treasury bill rate is 9%. A client wants to invest 22% of his investment budget in a T-bill money market fund and 78% in your fund. - Attempt 1/10 for 10 pts. Part 1 What is the expected rate of return on your client's complete portfolio? 3+ decimals Submit - Attempt 1/10 for 10 pts. Part 2 What is the standard deviation for your client's complete portfolio? 3+ decimals Submit Attempt 1/10 for 10 pts. Part 3 What is the reward-to-volatility (Sharpe) ratio of your client's complete portfolio? 3+ decimals Submit Attempt 1/10 for 10 pts. Part 4 What is the Sharpe ratio of your portfolio? 3+ decimals Submit
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